A Critical Audit of Spatiotemporal Forecasting Benchmark Datasets and Baselines

Graph neural networks (GNNs) are routinely employed for short-range forecasting on multivariate time series with a spatial graph structure. Despite the availability of many alternative datasets, method innovations within this domain are predominantly assessed against a rather limited set of benchmark datasets, most notably Chickenpox, PedalMe, WikiMaths, METR-LA, and PEMS-BAY. The evaluation protocols contain baselines spanning from historical averages to classical machine learning approaches. These baselines often show competitive performance compared to GNNs. In the present work, we take a step back and analyse the benchmark datasets via classical time series methods to uncover why spatially-unaware linear models pose a stronger competitor than previously reported, casting further doubt on the discriminative reliability of the aforementioned widely adopted datasets. Our statistical analysis provides a toolset for identifying significant spatial and temporal correlations, while revealing a structural bias introduced by first-order differenced datasets. We therefore recommend reducing the over-reliance on such datasets for method comparison, and instead advocate for more rigorous statistical evaluation. By applying the results of our analysis to a simple hybrid model, we show how our methodology can lead to novel ways of developing GNN models

evalci: A Python Library for Statistically Rigorous Comparison of Language Model Evaluations

The dominant practice in language model evaluation is to report a single accuracy number per model and declare the higher one better, without testing whether the gap could plausibly be sampling noise. On benchmarks of a few thousand items, and under temperature sampling where a model can differ from itself run to run by more than the reported gap between models, this practice routinely overstates confidence in headline claims. The statistical machinery to fix this -- confidence intervals, paired significance tests, power analysis, clustered standard errors, multiple-comparison correction -- is well established, but no standard, pip-installable tool packages it in the shape an evaluation actually takes: a per-item results table. We present evalci, a pure-Python library (numpy/scipy/pandas only) that turns a per-item results table into a publication-ready claim -- e.g., "Model A beats Model B, $Δ=3.1$ pts, 95% CI [1.2, 5.0], paired permutation $p=0.002$, $n=1{,}319$" -- in one function call, with adapters for lm-evaluation-harness and HELM output. Every routine is validated against an independent reference (statsmodels, or brute-force exact enumeration) rather than only against itself. As a case study, we re-analyze a public comparison of nine language models' MMLU accuracy and find that 3 of the 8 adjacent leaderboard-rank gaps are not statistically significant after correcting for the 36 pairwise comparisons the ranking implies. evalci is available at https://pypi.org/project/evalci/ (source: https://github.com/Shreyaskc/evalci, DOI: https://doi.org/10.5281/zenodo.21201815)

Exploring Differences Between Tabular Enterprise Data and Public Benchmarks

Tabular data dominate the landscape of data science, increasingly attracting innovative machine learning models and tailored benchmarks. Yet, little is known for enterprise data, where tables constitute the backbone of business operations. To broaden the benchmarking landscape for business applications, this work aims to actualize the characteristics of enterprise data by providing an analysis of data statistics and performance measurements of tabular models such as TabPFN, TabICL and ConTextTab. Through our analysis, we find enterprise data markedly differ from tabular benchmarks and we demonstrate that a tabular model that performs well on typical tabular benchmarks may perform poorly on real world enterprise data -- and vice versa. This lack of generalization underlines the need for additional benchmarks with enterprise-grade characteristics.

Anomalies in Multivariate Time Series Benchmarks Are Mostly Univariate

Many recent multivariate time series anomaly detection (MTSAD) models incorporate cross-channel modeling, under the implicit assumption that the structure of anomalies may be spread across multiple channels. We evaluate this assumption on eight widely used public benchmarks by introducing a per-segment diagnostic framework that flags, for each labeled anomaly, whether at least one channel deviates individually from its normal history, whether the cross-channel correlation structure changes, or both. The framework shows that no cross-channel rupture occurs without an accompanying univariate deviation across a range of reasonable thresholds. A complementary metric also reveals that on six of the eight benchmarks, at least half of the labeled anomaly segments deviate univariately on 89% to 100% of their timesteps, reaching 100% on three of these datasets. To verify that our framework captures cross-channel structure when present, we construct synthetic data of phase-shifted sinusoidal channels with shared noise. Each anomalous segment is altered through one of two channel-wise corruptions that preserve the per-channel marginal distribution while breaking cross-channel structure, and our framework correctly characterizes these segments as cross-channel-only. On these data, channel-dependent (CD) models successfully exploit the cross-channel signal whereas channel-independent (CI) ones fail. The CI/CD comparison of a recent SOTA detector on real benchmarks further confirms that CD modeling brings no measurable gain. We conclude that current MTSAD benchmarks are unsuitable for validating cross-channel modeling capabilities, and we call for the development of more structurally diverse evaluation sets. The code for this study is publicly available.